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~isPartOf:"Applied economics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Behavioural finance"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Parisian option"
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Behavioural finance
Optionspreistheorie
Option trading
42
Optionsgeschäft
42
Option pricing theory
32
Volatility
16
Volatilität
16
Black-Scholes model
9
Black-Scholes-Modell
9
Theorie
8
Theory
8
Estimation
7
Schätzung
7
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Derivat
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Aktienoption
4
Stock option
4
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Index-Futures
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English
33
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Elyasiani, Elyas
2
Gehricke, Sebastian A.
2
Hishida, Yuji
2
Muzzioli, Silvia
2
Zhang, Jin E.
2
Ahn, Hyungsok
1
Aziz, Saqib
1
Chen, Dar-hsin
1
Chen, Jian
1
Chen, Shi
1
Dempsey, Michael
1
Fujii, Masaaki
1
Gambarelli, Luca
1
Grossinho, Maria do Rosário
1
Guo, Wei
1
Huang, Fu-Wei
1
Huang, Wei
1
Huang, Zhuo
1
Ishigaki, Yuta
1
Ishizaka, Motokazu
1
Jalan, Akanksha
1
Kamizono, Kenji
1
Kariya, Takeaki
1
Kawanishi, Yasuhiro
1
Kim, Yong-jin
1
Kord, Yaser
1
Lee, Kyungsub
1
Li, Xiaoping
1
Lin, Chien-chih
1
Lin, Chuang Yuang
1
Lin, Jyh-horng
1
Lindensjö, Kristoffer
1
Liu, Regina Y.
1
Ma, Chenghu
1
Matkovskyy, Roman
1
Mitsui, Hidetoshi
1
Morimoto, Mayumi
1
Nakajima, Katsushi
1
Nakatsuma, Teruo
1
Nishiba, Masahiro
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Applied economics
Asia-Pacific financial markets
The journal of futures markets
96
International journal of theoretical and applied finance
84
Review of derivatives research
59
The journal of computational finance
58
Applied mathematical finance
51
Quantitative finance
51
Journal of banking & finance
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
48
Finance research letters
44
Journal of economic dynamics & control
38
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
29
Finance and stochastics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
24
Journal of financial economics
22
International review of economics & finance : IREF
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Wiley trading series
19
Review of quantitative finance and accounting
18
Risks : open access journal
18
The European journal of finance
17
Economic modelling
16
Swiss Finance Institute Research Paper
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
International review of financial analysis
13
Journal of financial markets
13
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of empirical finance
10
Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
33
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1
Heterogeneous trading of option implied volatility
Li, Xiaoping
;
Zhou, Chunyang
;
Huang, Wei
- In:
Applied economics
55
(
2023
)
9
,
pp. 990-998
Persistent link: https://www.econbiz.de/10013498968
Saved in:
2
The power of deterministic option-implied trees in pricing European options
Elyasiani, Elyas
;
Muzzioli, Silvia
- In:
Applied economics
54
(
2022
)
22
,
pp. 2596-2609
Persistent link: https://www.econbiz.de/10013171107
Saved in:
3
Contract size changes in the options market : effects on market efficiency and investor behaviour
Park, Seongkyu
;
Ryu, Doojin
- In:
Applied economics
53
(
2021
)
57
,
pp. 6670-6682
Persistent link: https://www.econbiz.de/10012697955
Saved in:
4
The Bitcoin options market : a first look at pricing and risk
Jalan, Akanksha
;
Matkovskyy, Roman
;
Aziz, Saqib
- In:
Applied economics
53
(
2021
)
17
,
pp. 2026-2041
Persistent link: https://www.econbiz.de/10012500934
Saved in:
5
The implied volatility smirk in SPY options
Guo, Wei
;
Gehricke, Sebastian A.
;
Ruan, Xinfeng
;
Zhang, …
- In:
Applied economics
53
(
2021
)
23
,
pp. 2671-2692
Persistent link: https://www.econbiz.de/10012501393
Saved in:
6
Analytic formula for option margin with liquidity costs under dynamic delta hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
7
Insurer acquisition in a narrow-synergy structure and policyholder protection under capital regulation
Lin, Jyh-horng
;
Chen, Shi
;
Huang, Fu-Wei
- In:
Applied economics
53
(
2021
)
32
,
pp. 3679-3693
Persistent link: https://www.econbiz.de/10012589532
Saved in:
8
The implied volatility smirk in the VXX options market
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Applied economics
52
(
2020
)
8
,
pp. 769-788
Persistent link: https://www.econbiz.de/10012197465
Saved in:
9
Which volatility model for option valuation in China? : empirical evidence from SSE 50 ETF options
Huang, Zhuo
;
Tong, Chen
;
Wang, Tianyi
- In:
Applied economics
52
(
2020
)
17
,
pp. 1866-1880
Persistent link: https://www.econbiz.de/10012197620
Saved in:
10
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
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